Small-time Behaviour of Lévy Processes

Electronic Journal of Probability ◽

10.1214/ejp.v9-193 ◽

2004 ◽

Vol 9 (0) ◽

pp. 209-229 ◽

Author(s):

Ronald Doney

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text

Small time two-sided LIL behavior for Lévy processes at zero

Probability Theory and Related Fields ◽

10.1007/s00440-008-0142-1 ◽

2008 ◽

Vol 144 (1-2) ◽

pp. 79-98 ◽

Author(s):

Mladen Savov

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text

On the likelihood function of small time variance Gamma Lévy processes

10.1080/02331888.2014.918980 ◽

2014 ◽

Vol 49 (1) ◽

pp. 63-83 ◽

Author(s):

Reiichiro Kawai

Keyword(s):

Lévy Processes ◽

Likelihood Function ◽

Levy Processes ◽

Variance Gamma ◽

Download Full-text

Small-time versions of Strassen's law for Lévy processes

Proceedings of the London Mathematical Society ◽

10.1112/plms/pdn041 ◽

2008 ◽

Vol 98 (2) ◽

pp. 531-558 ◽

Author(s):

R. A. Maller

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text

Small-time moment asymptotics for Lévy processes

Statistics & Probability Letters ◽

10.1016/j.spl.2008.07.012 ◽

2008 ◽

Vol 78 (18) ◽

pp. 3355-3365 ◽

Author(s):

José E. Figueroa-López

Keyword(s):

Lévy Processes ◽

Time Moment ◽

Levy Processes ◽

Download Full-text

Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-09-05032-6 ◽

2009 ◽

Vol 362 (04) ◽

pp. 2205-2248 ◽

Author(s):

Ross Maller ◽

David M. Mason

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Convergence Behavior

Download Full-text

Small Time One-Sided LIL Behavior for Lévy Processes at Zero

Journal of Theoretical Probability ◽

10.1007/s10959-008-0202-6 ◽

2009 ◽

Vol 23 (1) ◽

pp. 209-236 ◽

Author(s):

Mladen Savov

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text

The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

Probability Theory and Related Fields ◽

10.1007/s00440-009-0255-1 ◽

2009 ◽

Vol 149 (1-2) ◽

pp. 303-330

Author(s):

Boris Buchmann ◽

Ross Maller

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text

Small time expansions for transition probabilities of some Lévy processes

Electronic Communications in Probability ◽

10.1214/ecp.v14-1452 ◽

2009 ◽

Vol 14 (0) ◽

pp. 132-142 ◽

Author(s):

Philippe Marchal

Keyword(s):

Lévy Processes ◽

Transition Probabilities ◽

Levy Processes ◽

Download Full-text

Small time Chung-type LIL for Lévy processes

Bernoulli ◽

10.3150/11-bej395 ◽

2013 ◽

Vol 19 (1) ◽

pp. 115-136 ◽

Author(s):

Frank Aurzada ◽

Leif Döring ◽

Mladen Savov

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text

Density in small time for Lévy processes

ESAIM Probability and Statistics ◽

10.1051/ps:1997114 ◽

1997 ◽

Vol 1 ◽

pp. 357-389 ◽

Author(s):

Jean Picard

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Download Full-text